相关论文: Structurally dynamic spin market networks

What networks can form and persist when agents are self-interested? Can such networks be efficient? A substantial theoretical literature predicts that the only networks that can form and persist must have very special shapes and that such…

The main focus of this work is to understand the dynamics of non regulated markets. The present model can describe the dynamics of any market where the pricing is based on supply and demand. It will be applied here, as an example, for the…

A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price…

In this paper we study the controllability of networked systems with static network topologies using tools from algebraic graph theory. Each agent in the network acts in a decentralized fashion by updating its state in accordance with a…

This paper explores the bifurcative dynamics of an artificial stock market exchange (ASME) with endogenous, myopic traders interacting through a limit order book (LOB). We showed that agent-based price dynamics possess intrinsic…

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

We propose a heterogeneous agent market model (HAM) in continuous time. The market is populated by fundamental traders and chartists, who both use simple linear trading rules. Most of the related literature explores stability, price…

We propose a class of Markovian agent based models for the time evolution of a share price in an interactive market. The models rely on a microscopic description of a market of buyers and sellers who change their opinion about the stock…

Recurrent neural networks are powerful tools for understanding and modeling computation and representation by populations of neurons. Continuous-variable or "rate" model networks have been analyzed and applied extensively for these…

We present a simple one-parameter model for spatially localised evolving agents competing for spatially localised resources. The model considers selling agents able to evolve their pricing strategy in competition for a fixed market. Despite…

A complex system is made up of many components with many interactions. So the design of systems such as simulation systems, cooperative systems or assistance systems includes a very accurate modelling of interactional and communicational…

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated…

This paper describes an agent-based model of a finite group of agents in a single population who each choose which convention to advocate, and which convention to practice. Influences or dependencies in agents choice exists in the form of…

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Several approaches to cognition and intelligence research rely on statistics-based models testing, namely factor analysis. In the present work we exploit the emerging dynamical systems perspective putting the focus on the role of the…

The network paradigm is used to gain insight into the structural root causes of the resilience of consensus in dynamic collective behaviors, and to analyze the controllability of the swarm dynamics. Here we devise the dynamic signaling…

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First,…

This work concerns a many-body deterministic model that displays life-like properties as emergence, complexity, self-organization, spontaneous compartmentalization, and self-regulation. The model portraits the dynamics of an ensemble of…